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2 min readBlockingBank of England banking taxonomy 4.1.1Updated 11 November 2026

Own funds requirements (CA2): "SA exposure classes excluding securitisation positions" must equal the sum of 15 cells (CP02.00.04.01, Bank of England check v0207_m)

A blocking check on the own funds requirements (CA2) template (CP02.00.04.01), in the capital+ actuals and forecasts (PRA112) return.

Line4 Check runs it on the capital+ actuals and forecasts (PRA112) return, proven on test files, check by check: the same outcome on all eight test files of that return.

Check your file for this ruleWhat to do if it fails

The rule in plain words

In column "Current reporting month" (0010) of Own funds requirements (CA2) (CP02.00.04.01): "SA exposure classes excluding securitisation positions" (row 0060) must equal the sum of 15 cells (listed below).

What to do if your return fails it

  1. 01Open the table below and find the cells the rule reads.
  2. 02Add up the parts in your return and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
  4. 04The Bank of England allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark CP02.00.04 as reported.
  6. 06This is a blocking check. A return that fails it is normally rejected, so fix it before you submit.

The cells it reads

Own funds requirements (CA2) (CP02.00.04.01)

Rows

  • R0050Standardised approach (SA)
  • R0070Central governments or central banks
  • R0080Regional governments or local authorities
  • R0090Public sector entities
  • R0100Multilateral Development Banks
  • R0110International Organisations
  • R0120Institutions
  • R0130Corporates
  • R0140Retail
  • R0150Real estate exposures
  • R0160Exposures in default
  • R0170Exposures associated with particular high risk
  • R0180Eligible covered bonds
  • R0200Collective investments undertakings (CIU)
  • R0210Subordinated debt, equity and other own funds instruments
  • R0211Other items

Column

  • C0010Current reporting month

Which returns it applies to

Line4 Check runs it on the capital+ actuals and forecasts (PRA112) return on Bank of England banking taxonomy 4.1.1. The Bank of England applies it to capital+ actuals and forecasts (PRA112) returns, as a blocking check.

The Bank’s own words and formula

The plain words above spell out the Bank’s formula, with each cell named from its templates. In the Bank of England’s list of validations, word for word:

[v0207_m];[{t: CP02.00.04.01, r: 0060, c: 0010} = {t: CP02.00.04.01, r: 0070, c: 0010} + {t: CP02.00.04.01, r: 0080, c: 0010} + {t: CP02.00.04.01, r: 0090, c: 0010} + {t: CP02.00.04.01, r: 0100, c: 0010} + {t: CP02.00.04.01, r: 0110, c: 0010} + {t: CP02.00.04.01, r: 0120, c: 0010} + {t: CP02.00.04.01, r: 0130, c: 0010} + {t: CP02.00.04.01, r: 0140, c: 0010} + {t: CP02.00.04.01, r: 0150, c: 0010} + {t: CP02.00.04.01, r: 0160, c: 0010} + {t: CP02.00.04.01, r: 0170, c: 0010} + {t: CP02.00.04.01, r: 0180, c: 0010} + {t: CP02.00.04.01, r: 0200, c: 0010} + {t: CP02.00.04.01, r: 0210, c: 0010} + {t: CP02.00.04.01, r: 0211, c: 0010}]
Show the formulaShow

The Bank of England's formula. Cells are written as {t: table, r: row, c: column}.

{t: CP02.00.04.01, r: 0060, c: 0010} = {t: CP02.00.04.01, r: 0070, c: 0010} + {t: CP02.00.04.01, r: 0080, c: 0010} + {t: CP02.00.04.01, r: 0090, c: 0010} + {t: CP02.00.04.01, r: 0100, c: 0010} + {t: CP02.00.04.01, r: 0110, c: 0010} + {t: CP02.00.04.01, r: 0120, c: 0010} + {t: CP02.00.04.01, r: 0130, c: 0010} + {t: CP02.00.04.01, r: 0140, c: 0010} + {t: CP02.00.04.01, r: 0150, c: 0010} + {t: CP02.00.04.01, r: 0160, c: 0010} + {t: CP02.00.04.01, r: 0170, c: 0010} + {t: CP02.00.04.01, r: 0180, c: 0010} + {t: CP02.00.04.01, r: 0200, c: 0010} + {t: CP02.00.04.01, r: 0210, c: 0010} + {t: CP02.00.04.01, r: 0211, c: 0010}

Every PRA banking rule on CP02.00.04.01

Checks like this one, run at the point of submission, are the first step to real-time supervision. Line4 builds SupTech software for financial regulators that runs checks like these as each return arrives.